Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

This is a preview. Log in through your library . Abstract When the rank of the autoregression matrix is unrestricted, the maximum likelihood estimator under normality is the least squares estimator.

Correlations and multiple linear regressions were used to develop models relating well water chemical quality parameters to a set of independent chemical variables in post- and pre-monsoon seasons in ...

Years ago, our firm employed a junior investment analyst who left us for supposedly greener pastures. In his exit interview, he told me he was leaving in part because he was great at picking ...

In statistics, a mathematical method of modeling the relationships among three or more variables. It is used to predict the value of one variable given the values of the others. For example, a model ...